I know that space counts when you have a lot of applications installed.. So is there any 3rd party tools or whatever to remove things like yahoo messenger, and other icons from the home screen and as well from the applications.. Yahoo Messenger has some kind of link, as it's not in the applications list.. Yet if you click it from the home screen , it will auto load the download weblink..
I see a lot of other things like axcess shop,google talk, pocket express-> these are all a waste of space.. So while the main parts might be removed, how to you get rid of the left over traces?

Those links are actually just service books. You can delete them under options->advanced->service books, but they will be pushed out next time your device is reset or you reregister. They barely take up any space so it's probably best to hide them.